On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes
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Publication:2061205
DOI10.1016/j.nahs.2020.100946OpenAlexW3049501016MaRDI QIDQ2061205
Publication date: 13 December 2021
Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.01422
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Jump processes on discrete state spaces (60J74)
Related Items (5)
On Foster–Lyapunov criteria for exponential ergodicity of regime-switching jump diffusion processes with countable regimes ⋮ Interacting particle system based estimation of reach probability of general stochastic hybrid systems ⋮ Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes ⋮ Periodic homogenization of a class of weakly coupled systems of linear PDEs ⋮ On subgeometric ergodicity of regime-switching diffusion processes
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